Truist Bank: Regulatory Capital and Risk-Weighted Assets
As of 2Q26, from Call Report Schedule RC-R.
Capital conservation buffer: 5.62% (2Q26), against the 2.50% a bank must hold above each risk-based minimum to pay dividends and discretionary bonuses without limits. The buffer is the smallest of the three cushions over the minimums; here the binding ratio is Total capital. The bank clears the requirement. Filed figure: 5.62% (RCFAH311).
What each ratio is made of, 2Q26
Open a ratio to see its numerator and denominator as filed, our recomputation, and how far it sits above each regulatory line.
Common equity Tier 1 ratio 12.11% +5.61 pp over well capitalized
Common equity Tier 1 is the loss-absorbing core: common stock, retained earnings and most of accumulated other comprehensive income, less goodwill, intangibles and other deductions. It is measured against risk-weighted assets.
| Common equity Tier 1 capital | $52.03B | 52,035,000 | RCFAP859 |
|---|---|---|---|
| Divided by total risk-weighted assets | $429.78B | 429,779,800 | RCFAA223 |
| Recomputed ratio | 12.11% | numerator / denominator | |
| Filed ratio | 12.11% | RCFAP793 | |
| Regulatory minimum | 4.50% | ||
| Minimum plus conservation buffer | 7.00% | ||
| Well-capitalized level | 6.50% | ||
| Cushion over that level | +5.61 pp | $24.10B | capital that could be lost first |
Tier 1 risk-based capital ratio 12.11% +4.11 pp over well capitalized
Tier 1 adds additional Tier 1 instruments, such as qualifying noncumulative perpetual preferred stock, to common equity Tier 1. Measured against risk-weighted assets.
| Tier 1 capital | $52.03B | 52,035,000 | RCFA8274 |
|---|---|---|---|
| Divided by total risk-weighted assets | $429.78B | 429,779,800 | RCFAA223 |
| Recomputed ratio | 12.11% | numerator / denominator | |
| Filed ratio | 12.11% | RCFA7206 | |
| Regulatory minimum | 6.00% | ||
| Minimum plus conservation buffer | 8.50% | ||
| Well-capitalized level | 8.00% | ||
| Cushion over that level | +4.11 pp | $17.65B | capital that could be lost first |
Total risk-based capital ratio 13.62% +3.62 pp over well capitalized
Total capital adds Tier 2, mostly qualifying subordinated debt and the allowance for credit losses up to 1.25% of risk-weighted assets, to Tier 1. Measured against risk-weighted assets.
| Total capital | $58.54B | 58,539,000 | RCFA3792 |
|---|---|---|---|
| Divided by total risk-weighted assets | $429.78B | 429,779,800 | RCFAA223 |
| Recomputed ratio | 13.62% | numerator / denominator | |
| Filed ratio | 13.62% | RCFA7205 | |
| Regulatory minimum | 8.00% | ||
| Minimum plus conservation buffer | 10.50% | ||
| Well-capitalized level | 10.00% | ||
| Cushion over that level | +3.62 pp | $15.56B | capital that could be lost first |
Tier 1 leverage ratio 9.82% +4.82 pp over well capitalized
Tier 1 capital over average total assets for the quarter, with no risk weighting. It caps how far a bank can grow on low-risk-weight assets.
| Tier 1 capital | $52.03B | 52,035,000 | RCFA8274 |
|---|---|---|---|
| Divided by average total assets for the leverage ratio | $529.97B | 529,967,000 | RCFAA224 |
| Recomputed ratio | 9.82% | numerator / denominator | |
| Filed ratio | 9.82% | RCFA7204 | |
| Regulatory minimum | 4.00% | ||
| Well-capitalized level | 5.00% | ||
| Cushion over that level | +4.82 pp | $25.54B | capital that could be lost first |
Supplementary leverage ratio 8.17%
Tier 1 capital over total leverage exposure, which adds off-balance-sheet exposures to on-balance-sheet assets. Filed by advanced-approaches and Category III banks.
| Tier 1 capital | $52.03B | 52,035,000 | RCFA8274 |
|---|---|---|---|
| Divided by total leverage exposure | $637.21B | 637,205,000 | RCFAH015 |
| Recomputed ratio | 8.17% | numerator / denominator | |
| Filed ratio | 8.17% | RCFAH036 |
Amounts in the middle column are thousands of dollars as filed. Ratios are the standardized column of Schedule RC-R Part I.
The capital stack, $ thousands
From common equity to total capital, then the denominators the ratios divide by. Negatives in parentheses.
| Line | 2Q26 | 1Q26 | 4Q25 | 3Q25 | 2Q25 | 1Q25 | Source |
|---|---|---|---|---|---|---|---|
| Common stock plus related surplus, net of treasury stock | 58,929,000 | 58,842,000 | 58,749,000 | 58,697,000 | 58,595,000 | 58,511,000 | RCFAP742 |
| Retained earnings | 10,754,000 | 10,572,000 | 10,239,000 | 10,252,000 | 10,055,000 | 10,329,000 | RCFAKW00 |
| Accumulated other comprehensive income | (6,712,000) | (6,332,000) | (5,765,000) | (6,368,000) | (6,886,000) | (7,242,000) | RCFAB530 |
| Common equity Tier 1 minority interest | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP839 |
| Common equity Tier 1 capital before adjustments and deductions | 62,971,000 | 63,082,000 | 63,223,000 | 62,581,000 | 61,764,000 | 61,598,000 | RCFAP840 |
| Adjustments and deductions from common equity Tier 1 | (10,936,000) | (11,360,000) | (11,988,000) | (11,451,000) | (10,995,000) | (10,700,000) | P859 - P840 |
| Common equity Tier 1 capital | 52,035,000 | 51,722,000 | 51,235,000 | 51,130,000 | 50,769,000 | 50,898,000 | RCFAP859 |
| Additional Tier 1 capital | 0 | 0 | 0 | 0 | 0 | 0 | RCFAP865 |
| Tier 1 capital | 52,035,000 | 51,722,000 | 51,235,000 | 51,130,000 | 50,769,000 | 50,898,000 | RCFA8274 |
| Tier 2 capital | 6,504,000 | 6,487,000 | 6,749,000 | 6,873,000 | 6,970,000 | 7,034,000 | RCFA5311 |
| Allowance includable in Tier 2 capital | 5,304,000 | 5,288,000 | 5,300,000 | 5,254,000 | 5,201,000 | 5,114,000 | RCFA5310 |
| Total capital | 58,539,000 | 58,209,000 | 57,984,000 | 58,003,000 | 57,739,000 | 57,932,000 | RCFA3792 |
| Total risk-weighted assets | 429,779,800 | 433,570,140 | 434,976,500 | 429,128,210 | 426,129,040 | 413,561,600 | RCFAA223 |
| Average total assets for the leverage ratio | 529,967,000 | 523,064,000 | 521,026,000 | 521,860,000 | 517,614,000 | 511,880,000 | RCFAA224 |
| Total leverage exposure | 637,205,000 | 628,520,000 | 626,431,000 | 626,255,000 | 617,910,000 | 610,800,000 | RCFAH015 |
Risk-weighted assets by exposure category, 2Q26
Each category's exposure is filed across the risk-weight columns of Schedule RC-R Part II; its risk-weighted assets are each allocation times its weight. The average risk weight says how much capital a dollar of that exposure consumes.
| Category | Exposure | Risk-weighted | Avg weight | Share of RWA | Source |
|---|---|---|---|---|---|
| Cash and balances due | $39.20B | $204.1M | 0.52% | 0.05% | RC-R Part II, item 1 |
| Securities (HTM and AFS) | $119.49B | $11.34B | 9.49% | 2.64% | RC-R Part II, item 2.a, 2.b |
| Fed funds sold and repo-style transactions | $6.85B | $1.65B | 24.13% | 0.38% | RC-R Part II, item 3.a, 16 |
| Loans: residential mortgage | $68.30B | $38.26B | 56.02% | 8.90% | RC-R Part II, item 4.a, 5.a |
| Loans: high-volatility commercial real estate | $1.48B | $2.21B | 150.00% | 0.51% | RC-R Part II, item 4.b, 5.b |
| Loans: past due and nonaccrual | $1.45B | $2.14B | 147.57% | 0.50% | RC-R Part II, item 4.c, 5.c |
| Loans: all other | $237.70B | $230.36B | 96.91% | 53.60% | RC-R Part II, item 4.d, 5.d |
| All other assets | $30.13B | $34.87B | 115.72% | 8.11% | RC-R Part II, item 8 |
| Securitization exposures at 1250% | $1.0M | $12.5M | 1250.00% | 0.00% | RC-R Part II, item 9, 10 |
| Off-balance-sheet commitments and letters of credit | $94.52B | $88.61B | 93.75% | 20.62% | RC-R Part II, item 12, 13, 14, 15, 17, 18.a, 18.b |
| Derivatives (over the counter and centrally cleared) | $6.84B | $4.05B | 59.30% | 0.94% | RC-R Part II, item 20, 21 |
| Unsettled transactions | $5.0M | $5.0M | 100.00% | 0.00% | RC-R Part II, item 22 |
| Market risk and other approaches | NA | $16.07B | NA | 3.74% | RC-R Part II, item 27 |
How the categories add up to total risk-weighted assets
| Categories above, excluding market risk and other approaches | $413.71B | ties to item 31 ($413.71B) |
|---|---|---|
| Risk-weighted assets before deductions | $429.78B | RCFDB704 |
| Less: excess allowance for credit losses | $0 | A222 |
| Less: allocated transfer risk reserve | $0 | 3128 |
| Total risk-weighted assets | $429.78B | RCFDG641, ties |
12 quarters against the asset-tier median
| Quarter | Framework | CET1 | Tier 1 | Total capital | Leverage | Tier median CET1 | Tier median Tier 1 | Tier median Total capital | Tier median Leverage |
|---|---|---|---|---|---|---|---|---|---|
| 2Q26 | Risk-based | 12.11% | 12.11% | 13.62% | 9.82% | 13.63% | 13.73% | 14.82% | 9.14% |
| 1Q26 | Risk-based | 11.93% | 11.93% | 13.43% | 9.89% | 13.75% | 13.85% | 14.63% | 9.39% |
| 4Q25 | Risk-based | 11.78% | 11.78% | 13.33% | 9.83% | 15.01% | 15.02% | 16.07% | 9.33% |
| 3Q25 | Risk-based | 11.91% | 11.91% | 13.52% | 9.80% | 13.73% | 13.83% | 15.32% | 8.97% |
| 2Q25 | Risk-based | 11.91% | 11.91% | 13.55% | 9.81% | 13.76% | 13.94% | 15.59% | 9.21% |
| 1Q25 | Risk-based | 12.31% | 12.31% | 14.01% | 9.94% | 13.95% | 14.05% | 15.65% | 9.26% |
| 4Q24 | Risk-based | 12.61% | 12.61% | 14.27% | 10.13% | 13.73% | 13.83% | 15.48% | 9.15% |
| 3Q24 | Risk-based | 13.05% | 13.05% | 14.76% | 10.55% | 13.98% | 14.07% | 15.71% | 9.19% |
| 2Q24 | Risk-based | 13.11% | 13.11% | 14.91% | 10.31% | 13.82% | 13.92% | 15.61% | 9.09% |
| 1Q24 | Risk-based | 11.74% | 11.74% | 13.53% | 9.41% | 13.77% | 13.87% | 15.42% | 9.12% |
| 4Q23 | Risk-based | 11.66% | 11.66% | 13.31% | 9.22% | 13.68% | 13.78% | 15.32% | 9.05% |
| 3Q23 | Risk-based | 11.62% | 11.62% | 13.26% | 9.28% | 13.62% | 13.62% | 15.29% | 9.10% |
NA means not filed for that quarter: a community bank leverage ratio filer files no risk-based ratios. Tier medians are the served benchmark for banks in the same asset tier.
Against similar banks, 2Q26
| Bank | Assets | Framework | CET1 | Tier 1 | Total capital | Leverage |
|---|---|---|---|---|---|---|
| Truist Bank (this bank) | Risk-based | 12.11% | 12.11% | 13.62% | 9.82% | |
| PNC Bank, N.A. | $609.77B | Risk-based | 11.20% | 11.20% | 12.82% | 8.98% |
| Capital One, N.A. | $662.16B | Risk-based | 13.21% | 13.21% | 14.88% | 10.58% |
| The Bank of New York Mellon | $425.12B | Risk-based | 14.56% | 14.56% | 14.76% | 6.20% |
| Morgan Stanley Bank, N.A. | $419.32B | Risk-based | 18.25% | 18.25% | 18.71% | 10.44% |
| State Street Bank and Trust Company | $412.62B | Risk-based | 14.72% | 14.72% | 15.21% | 5.85% |
| U.S. Bank N.A. | $705.55B | Risk-based | 12.91% | 12.99% | 14.94% | 9.49% |
| TD Bank, N.A. | $342.80B | Risk-based | 16.16% | 16.16% | 17.41% | 10.32% |
| Goldman Sachs Bank USA | $758.79B | Risk-based | 13.48% | 13.48% | 14.73% | 7.67% |
| Fifth Third Bank, N.A. | $299.18B | Risk-based | 11.70% | 11.70% | 12.95% | 9.99% |
| The Huntington National Bank | $283.07B | Risk-based | 11.82% | 12.02% | 13.84% | 9.30% |
| Peer 25th percentile | 12.09% | 12.26% | 14.06% | 8.00% | ||
| Peer median | 13.34% | 13.34% | 14.82% | 9.39% | ||
| Peer 75th percentile | 14.68% | 14.68% | 15.14% | 10.24% | ||
| This bank's percentile | 30 | 30 | 20 | 60 |
Peer ratios use the same basis as this bank: the standardized column of Schedule RC-R where served, the filed summary otherwise. Similar banks are the nearest banks by size in the same asset tier.
Source: FFIEC Call Report Schedule RC-R, Parts I and II, as filed. Well capitalized means at least 6.5% CET1, 8% Tier 1, 10% total capital and 5% leverage under the prompt corrective action rules; a community bank leverage ratio filer must instead hold the leverage ratio its framework requires. The same figures are in the API at /api/v1/banks/852320/regulatory-capital/ and in the Excel workbook. Next: the capital tab, the peer group page, or the full profile.